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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2831	4.89***
α ARCH Response to squared shocks	0.0434	37.25***
β GARCH Volatility persistence	0.9926	582.83***
ν DF Student-t tail thickness	5.6663	6.68***

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S&P GSCI Copper Spot Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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